Historical Volatility (Parkinson) (150-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Science Applications International Corporation (SAIC) had 150-Day Historical Volatility (Parkinson) of 0.2204 for 2024-06-14.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3023
Historical Volatility (Parkinson)	0.2204
Implied Volatility (Calls)	0.2340
Implied Volatility (Puts)	0.2787
Implied Volatility (Mean)	0.2564
Put-Call Implied Volatility Ratio	1.1909
Implied Volatility Skew	0.0024
Option Statistics
Put-Call Ratio (Volume)	0.3824
Put-Call Ratio (Open Interest)	0.5348
Forward Price	114.67
Call Breakeven Price	135.57
Put Breakeven Price	105.65
Option Breakeven Price	125.22